TY  - JOUR
T1  - Modified ridge regression parameters: A comparative Monte Carlo study
AU  - Asar, Yasin
AU  - Karaibrahimoğlu, Adnan
AU  - Genç, Aşır
PY  - 2014
DA  - October
JF  - Hacettepe Journal of Mathematics and Statistics
PB  - Hacettepe University
WT  - DergiPark
SN  - 2651-477X
SP  - 827
EP  - 841
VL  - 43
IS  - 5
LA  - en
AB  - In multiple regression analysis, the independent variables should beuncorrelated within each other. If they are highly intercorrelated, thisserious problem is called multicollinearity. There are several methodsto get rid of this problem and one of the most famous one is the ridgeregression. In this paper, we will propose some modified ridge parameters. We will compare our estimators with some estimators proposedearlier according to mean squared error (MSE) criterion. All resultsare calculated by a Monte Carlo simulation. According to simulationstudy, our estimators perform better than the others in most of thesituations in the sense of MSE. 
KW  - Multicollinearity
KW  - multiple linear regression
KW  - ridge regression
KW  - ridge estimator
KW  - Monte Carlo Simulation
CR  - .
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UR  - https://dergipark.org.tr/en/pub/hujms/article/536843
L1  - https://dergipark.org.tr/en/download/article-file/665436
ER  -